+73.4%
HYG vs CNH
+55.5%
+17.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +0.5% |
| 7D | 0.0% | +8.8% | -8.8% | -0.9% |
| 30D | -0.1% | +24.7% | -24.7% | -2.5% |
| 3M | +1.0% | +27.3% | -26.4% | -1.9% |
| 6M | +2.3% | +23.2% | -20.8% | -0.5% |
| YTD | +2.1% | +48.9% | -46.8% | -2.8% |
| 1Y | +3.8% | +19.4% | -15.6% | +1.0% |
| 3Y | +26.7% | +7.8% | +18.9% | +23.2% |
| 5Y | +19.3% | +8.7% | +10.5% | +14.3% |
| 10Y | +55.3% | +149.5% | -94.3% | +30.6% |
| All | +73.4% | +55.5% | +17.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling